Devashish Gantayat CFA

Worked on innovative fixed income index strategies like factor based weighting, ESG screening, development banks. Establishing operational processes using multiple data vendors like Bloomberg, Reuters and Factset. Model/process development using Python, VBA and SQL.

Leading the fixed income index quants team of 5 people. Modeling of Index Product ideas, back testing, and refining index rebalancing strategy. Development of index strategies like benchmarks, short duration, duration hedged, spread optimization and smart beta strategies for different market segments like emerging markets, high yield, MBS TBA market, etc. Index operations: daily index calculation support, selection and rebalancing.

Quantitative modeling of Option trading strategies for historical backtesting and scenario analysis. Assisting in proprietary research by performing ad-hoc analysis and working on various monthly and quarterly reports.

Functional consultant for SAP FICO module.

Maintenance and production support for client trading application Charles River Trading System, fixed income securities analytics tool Yieldbook and Compliance Reporting tools. Trading, analytics and compliance application development and maintenance.

Finance